Really? Oblivion actually hurts my eyes with how stupidly colorful it is, Skyrim has a tad more realistic style in terms of color and style, it's very dark and gloomy if the Sun isn't out, Morrowind was the same and in my opinion dark and gritty is a tiny part of what I originally loved about the series.
I quite like Oblivion's saturated colours (guess it comes as no surprise that I liked using Fuji Velvia back when I used to shoot film!) and find Skyrim is far too
desaturated, and that's in the colourful bits: some areas are almost completely monochrome.
I've kind of enjoyed Skyrim but it's atmosphere is lacking... something. Can't quite put my finger on it, but Morrowind had an atmosphere, Oblivion had an atmosphere; Skyrim's atmosphere by comparison seems a bit patchy, but I can't quite say exactly what it is that's missing.